-10.7%
CMG vs MTB
+23.4%
-34.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -2.8% | +1.7% | -4.5% | -3.4% |
| 30D | +7.1% | -4.2% | +11.3% | +8.5% |
| 3M | +31.2% | +8.9% | +22.3% | +24.4% |
| 6M | +0.7% | +10.9% | -10.2% | -6.2% |
| YTD | -0.1% | +21.5% | -21.6% | -10.4% |
| 1Y | -10.7% | +21.9% | -32.7% | -21.7% |
| All | -10.7% | +23.4% | -34.1% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MTB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling